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mcmcse: Monte Carlo Standard Errors for MCMC

Provides tools for computing Monte Carlo standard errors (MCSE) in Markov chain Monte Carlo (MCMC) settings. MCSE computation for expectation and quantile estimators is supported as well as multivariate estimations. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.

Version: 1.5-0
Imports: utils, ellipse, Rcpp (≥ 0.12.10), fftwtools, testthat
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr
Published: 2021-09-09
DOI: 10.32614/CRAN.package.mcmcse
Author: James M. Flegal, John Hughes, Dootika Vats, Ning Dai, Kushagra Gupta, and Uttiya Maji
Maintainer: Dootika Vats <dootika at iitk.ac.in>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: mcmcse citation info
Materials: README
In views: Bayesian
CRAN checks: mcmcse results

Documentation:

Reference manual: mcmcse.pdf
Vignettes: Using mcmcse

Downloads:

Package source: mcmcse_1.5-0.tar.gz
Windows binaries: r-devel: mcmcse_1.5-0.zip, r-release: mcmcse_1.5-0.zip, r-oldrel: mcmcse_1.5-0.zip
macOS binaries: r-release (arm64): mcmcse_1.5-0.tgz, r-oldrel (arm64): mcmcse_1.5-0.tgz, r-release (x86_64): mcmcse_1.5-0.tgz, r-oldrel (x86_64): mcmcse_1.5-0.tgz
Old sources: mcmcse archive

Reverse dependencies:

Reverse depends: copCAR, stableGR
Reverse imports: bayes4psy, bpgmm, dirmcmc, DSSP, genMCMCDiag, JointAI, nse, PEPBVS, postpack, qbld, remiod, sklarsomega
Reverse suggests: bayesImageS, LNIRT, nimble

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.